Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47635.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46240.17 Kr¶

PnL: ---------------------------------------> -648.4 Kr¶

DD now: ---------------------------------> -2.046 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:00:32.276796'

Anic Portfolio¶

Today¶

Return: 0.423 %¶

This Week¶

Return: -0.58 %¶

Total¶

Return: 55.945 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.830000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 0.380000 2800.000000 164.000000 6.220000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3010.000000 83.000000 2.840000 2927.000000
HMS Networks 2 8.500000 750.400000 77.400000 11.500000 673.000000
Samhällsbyggnadsbo. i Norden B 20 1.280000 397.000000 42.000000 11.830000 355.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Corem Property Group B 59 -0.100000 616.550000 39.550000 6.850000 576.999999
Intrum 4 6.190000 563.000000 36.000000 6.830000 527.000000
SAAB B 8 0.020000 3408.800000 31.800000 0.940000 3377.000000
Resurs Holding 22 0.550000 605.220000 31.220000 5.440000 573.999998
AcadeMedia 12 0.000000 585.600000 28.600000 5.130000 557.000004
Swedbank A 3 -0.030000 579.600000 15.600000 2.770000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 0.620000 582.360000 12.360000 2.170000 570.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -0.290000 1663.200000 9.200000 0.560000 1653.999996
Nordea Bank Abp 29 -0.170000 3463.180000 9.180000 0.270000 3453.999992
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.260000 250.800000 4.800000 1.950000 246.000000
Norva24 Group 16 0.000000 546.240000 3.240000 0.600000 543.000000
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Essity A 4 2.860000 1150.000000 1.000000 0.090000 1149.000000
Essity B 2 2.250000 571.800000 -2.200000 -0.380000 574.000000
CTEK 13 0.000000 529.100000 -4.900000 -0.920000 533.999999
Handelsbanken A 5 -0.370000 537.750000 -8.250000 -1.510000 546.000000
Midsona B 63 -0.110000 560.700000 -22.300000 -3.830000 582.999984
International Petroleum Corp. 5 0.000000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 4.560000 557.870000 -55.130000 -8.990000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 0.390000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 0.130000 1404.900000 -259.100000 -15.570000 1663.999992
Axfood 13 -2.800000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 46240.170000 -648.400000 -2.04553% 46888.564618

Updated:¶

'2023-01-26 09:00:45.324919'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶